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Othmane Mazhar

Profilbild av Othmane Mazhar

Om mig

I am a fifth-year Ph.D. student of Mathematical statistics at the Royal Institute of Technology (KTH), Stockholm, Sweden. I have the privilege of working under the guidance of professor Boualem Djehiche. Before joining the Ph.D. program, I received a master's degree in Applied and computational mathematics from KTH and an Engineering diploma in industrial engineering from Ecole Mohammadia des Ingenieurs.

My research interests are in theoretical statistics. More precisely, the statistical properties of regression-based estimators when applied to structured high-dimensional data sets with stochastically dependent covariates such as finite impulse response models, state-space models, and low Hankel rank models.

My recent results are on non asymptotic bounds for estimation and prediction risks, and misspecification oracle inequalities that describe the effects of various parameters of the dynamics on the estimation procedure. These bounds help understand the behavior of the estimation algorithms and improve them.

I am also interested in multiple change point detection problems, hypothesis testing, random matrices, martingale inequalities, chaining arguments, and information geometry.